Rapport Backtest

Stratégie · RsiOversold   |   Ticker · GOOG   |   2015-01-02 → 2025-10-31
Capital Final 21,449.08 €
P&L +11449.08 € (+114.49%)
Total Trades 14
Max Drawdown 14.14%
Sharpe
0.93
Sortino
0.81
Calmar
0.52

Equity Curve

Underwater Curve

Performance

CAGR7.31%
Ulcer Index0.04
Expectancy817.79

Trades Overview

Total14 Win Rate92.86%
Profit Factor19.55 Payoff Ratio1.50

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2015-04-06 04:00:00 2015-07-17 04:00:00 Long 15 26.37 32.15 653.57 21.93% 102
2015-08-25 04:00:00 2016-08-01 04:00:00 Long 15 30.55 37.73 782.15 23.49% 342
2016-11-03 04:00:00 2017-04-26 04:00:00 Long 15 38.12 43.31 461.94 13.62% 174
2017-07-03 04:00:00 2018-01-16 05:00:00 Long 15 45.32 56.11 852.36 23.81% 197
2018-02-06 05:00:00 2018-07-26 04:00:00 Long 15 51.04 61.98 788.06 21.45% 169
2018-09-07 04:00:00 2019-03-22 04:00:00 Long 15 57.57 60.75 219.55 5.53% 196
2019-05-02 04:00:00 2019-07-29 04:00:00 Long 15 58.02 61.48 245.67 5.96% 88
2019-10-03 04:00:00 2020-01-13 05:00:00 Long 15 58.63 71.15 889.25 21.36% 102
2020-02-25 05:00:00 2020-09-03 04:00:00 Long 15 71.20 84.71 850.98 18.97% 190
2020-09-21 04:00:00 2021-02-18 05:00:00 Long 15 71.55 104.57 2146.57 46.16% 150
2021-09-29 04:00:00 2023-05-18 04:00:00 Long 15 136.25 120.42 -617.35 -11.62% 596
2023-07-11 04:00:00 2024-01-26 05:00:00 Long 15 116.02 151.49 1560.65 30.57% 199
2024-02-27 05:00:00 2024-12-12 05:00:00 Long 15 138.53 195.23 2268.11 40.93% 289
2025-02-13 05:00:00 2025-07-30 04:00:00 Long 15 185.42 195.65 347.57 5.51% 166